Browsing All of EconStor by Author Schied, Alexander
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2001 | Convex measures of risk and trading constraints | Föllmer, Hans; Schied, Alexander |
2005 | Optimal investments for risk- and ambiguity-averse preferences: A duality approach | Schied, Alexander |
2005 | Robust utility maximization in a stochastic factor model | Hernández-Hernández, Daniel; Schied, Alexander |
2005 | Duality theory for optimal investments under model uncertainty | Schied, Alexander; Wu, Ching-Tang |
2006 | A control approach to robust utility maximization with logarithmic utility and time-consistent penalties | Hernández-Hernández, Daniel; Schied, Alexander |
2007 | Robust maximization of consumption with logarithmic utility | Hernández-Hernández, Daniel; Schied, Alexander |
2007 | Robust optimal control for a consumption-investment problem | Schied, Alexander |